11 Stylized Facts of Financial Time Series

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Do you know the stylized facts around time-series data for asset returns? This video presents 11 stylized facts (which are key statistical properties shared by a wide class of financial data) that every quant should know!
The video gives a brief description of financial time series (log returns), discusses the idea of stylized facts, and lists the 11 stylized facts for asset returns.
The video is based on the paper “Empirical properties of asset returns: stylized facts and statistical issues” by Professor Rama Cont (Oxford) and can be found at:
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References:
1. Cont, R. (2001) ‘Empirical properties of asset returns: stylized facts and statistical issues’, Quantitative Finance, 1(2), pp. 223-236. doi:10.1080/713665670.
2. Tsay, R.S. (2010) Analysis of financial time series. 3rd ed. Cambridge, Mass: Wiley (Wiley series in probability and statistics).

[@tiffannyranger8134]

Thanks for the clear and easy to understand lecture. ❤❤